%***********************************************************
% CS 229 Machine Learning
% Project - Kalman Smoother Wrapper
%-----------------------------------------------------------
% Completed by: Ching Yin Derek Pang
% Date : November 07, 2010
%***********************************************************

function [F2, H2, Q2, R2, initx2, initV2] = kl(y,iter)

%Kalman Learning

ss = 3; % state size
os = 1; % observation size
 F = [1 1 1/2; 0 1 1; 0 0 1];
    H = [1 0 0];
Q = 0.01*eye(3);
R = 1000000000000*eye(1);
initX = [0 0 0]';
initV = 1000000000000*eye(3);

% F = randn(ss,ss);
% H = randn(os,ss);

max_iter = iter;

[F2, H2, Q2, R2, initx2, initV2, LL] =  learn_kalman(y, F, H, Q, R, initX, initV, max_iter);

